+148.7%
MMM vs VLTO
+27.2%
+121.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.8% |
| 7D | -3.3% | -2.3% | -1.0% | -2.4% |
| 30D | -7.0% | -0.9% | -6.1% | -6.8% |
| 3M | +10.8% | +13.8% | -3.0% | +4.5% |
| 6M | +5.8% | +2.0% | +3.8% | +4.6% |
| YTD | +6.8% | -3.2% | +10.0% | +7.8% |
| 1Y | +10.4% | -9.2% | +19.6% | +15.3% |
| All | +148.7% | +27.2% | +121.5% | +134.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VLTO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling